Averaged periodogram estimation of long memory

Lobato, I; and Robinson, Peter (1996) Averaged periodogram estimation of long memory. Journal of Econometrics, 73 (1). pp. 303-324. ISSN 0304-4076
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1233

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